//+------------------------------------------------------------------+ 
//|                                                        XMACD.mq5 | 
//|                               Copyright © 2010, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+ 
//| Place the SmoothAlgorithms.mqh file                              |
//| to the terminal_data_folder\MQL5\Include                         |
//+------------------------------------------------------------------+ 
#property copyright "Copyright © 2010, Nikolay Kositsin"
#property link "farria@mail.redcom.ru" 
//---- indicator version
#property version   "1.00"
//---- drawing the indicator in a separate window
#property indicator_separate_window 
//---- number of indicator buffers 2
#property indicator_buffers 2 
//---- only two plots are used
#property indicator_plots   2
//+-----------------------------------+
//|  Indicator 1 drawing parameters   |
//+-----------------------------------+
//---- drawing the indicator as a histogram
#property indicator_type1 DRAW_HISTOGRAM
//---- medium slate blue color is used as the color of the diagrams of the MACD indicator
#property indicator_color1 MediumSlateBlue
//---- display style
#property indicator_style1 STYLE_SOLID
//---- indicator line width is equal to 2
#property indicator_width1 2
//---- displaying the indicator label
#property indicator_label1 "XMACD"
//+-----------------------------------+
//|  Indicator 2 drawing parameters   |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type2 DRAW_LINE
//---- coral color is used for the signal line
#property indicator_color2 Coral
//---- the indicator line is a dash-dotted curve
#property indicator_style2 STYLE_DASHDOTDOT
//---- indicator line width is equal to 1
#property indicator_width2 2
//---- displaying the signal line label
#property indicator_label2  "Signal Line"
//+-----------------------------------+
//|  Smoothings classes description   |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA XMA1,XMA2,XMA3;
//+-----------------------------------+
//|  Declaration of enumerations      |
//+-----------------------------------+
enum Applied_price_      // Type of constant
  {
   PRICE_CLOSE_ = 1,     // Close
   PRICE_OPEN_,          // Open
   PRICE_HIGH_,          // High
   PRICE_LOW_,           // Low
   PRICE_MEDIAN_,        // Median Price (HL/2)
   PRICE_TYPICAL_,       // Typical Price (HLC/3)
   PRICE_WEIGHTED_,      // Weighted Close (HLCC/4)
   PRICE_SIMPLE,         // Simple Price (OC/2)
   PRICE_QUARTER_,       // Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  // TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_   // TrendFollow_2 Price 
  };
/*enum Smooth_Method - enumeration is declared in the SmoothAlgorithms.mqh file
  {
   MODE_SMA_,  //SMA
   MODE_EMA_,  //EMA
   MODE_SMMA_, //SMMA
   MODE_LWMA_, //LWMA
   MODE_JJMA,  //JJMA
   MODE_JurX,  //JurX
   MODE_ParMA, //ParMA
   MODE_T3,    //T3
   MODE_VIDYA, //VIDYA
   MODE_AMA,   //AMA
  }; */
//+-----------------------------------+
//|  Indicator input parameters       |
//+-----------------------------------+
input Smooth_Method MA_SmMethod=MODE_T3;        // Histogram smoothing method
input int Fast_XMA = 12;                        // Fast moving average period
input int Slow_XMA = 26;                        // Slow moving average period
input int SmPhase = 100;                        // Smoothing parameter
input Smooth_Method Signal_Method=MODE_JJMA;    // Signal line smoothing method
input int Signal_XMA = 9;                       // Signal line period 
input int Signal_Phase = 100;                   // Signal line parameter
input Applied_price_ AppliedPrice=PRICE_CLOSE_; // Applied price
//---- indicator buffers
double MACDBuffer[],SignBuffer[];
int start,macd_start; 
//+------------------------------------------------------------------+    
//| XMACD indicator initialization function                          | 
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- initialization of variables of the start of data calculation
   macd_start=MathMax(XMA1.GetStartBars(MA_SmMethod, Fast_XMA, SmPhase),XMA1.GetStartBars(MA_SmMethod, Slow_XMA, SmPhase));
   start=macd_start+XMA1.GetStartBars(Signal_Method, Signal_XMA, Signal_Phase);
   
//---- set MACDBuffer dynamic array as indicator buffer
   SetIndexBuffer(0,MACDBuffer,INDICATOR_DATA);
//---- performing the shift of the beginning of the indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,macd_start+1);
//--- create a label to display in DataWindow
   PlotIndexSetString(0,PLOT_LABEL,"XMACD");
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- set SignBuffer dynamic array as an indicator buffer
   SetIndexBuffer(1,SignBuffer,INDICATOR_DATA);
//---- performing the shift of the beginning of the indicator drawing
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,start+1);
//--- create a label to display in DataWindow
   PlotIndexSetString(1,PLOT_LABEL,"Signal XMA");
//---- setting the indicator values that won't be visible on a chart
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- setting up alerts for unacceptable values of external variables
   XMA1.XMALengthCheck("Fast_XMA", Fast_XMA);
   XMA1.XMALengthCheck("Slow_XMA", Slow_XMA);
   XMA1.XMALengthCheck("Signal_XMA", Signal_XMA);
//---- setting up alerts for unacceptable values of external variables
   XMA1.XMAPhaseCheck("Phase", SmPhase, MA_SmMethod);
   XMA1.XMAPhaseCheck("Signal_Phase", Signal_Phase, Signal_Method);
   
//---- initializations of a variable for the indicator short name
   string shortname;  
   string Smooth1=XMA1.GetString_MA_Method(MA_SmMethod);
   string Smooth2=XMA1.GetString_MA_Method(Signal_Method);
   StringConcatenate(shortname,
    "XMACD( ",Fast_XMA,", ",Slow_XMA,", ",Signal_XMA,", ",Smooth1,", ",Smooth2," )");
//---- creating a name for displaying in a separate sub-window and in a tooltip
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//---- determination of accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- initialization end
  }
//+------------------------------------------------------------------+  
//| XMACD iteration function                                         | 
//+------------------------------------------------------------------+  
int OnCalculate(const int rates_total,    // number of bars in history at the current tick
                const int prev_calculated,// amount of history in bars at the previous tick
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- checking the number of bars to be enough for the calculation
   if(rates_total<start) return(0);

//---- declaration of integer variables
   int first,bar;
//---- declaration of variables with a floating point  
   double price_,fast_xma,slow_xma,xmacd,sign_xma;

//---- initialization of the indicator in the OnCalculate() block
   if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation
     {
      first=0;                   // starting index for calculation of all bars
     }
   else first=prev_calculated-1; // starting index for calculation of new bars

//---- main indicator calculation loop
   for(bar=first; bar<rates_total; bar++)
     {
      price_=PriceSeries(AppliedPrice,bar,open,low,high,close);;

      fast_xma = XMA1.XMASeries(0, prev_calculated, rates_total, MA_SmMethod, SmPhase, Fast_XMA, price_, bar, false);
      slow_xma = XMA2.XMASeries(0, prev_calculated, rates_total, MA_SmMethod, SmPhase, Slow_XMA, price_, bar, false);

      xmacd=fast_xma-slow_xma;
      sign_xma=XMA3.XMASeries(macd_start,prev_calculated,rates_total,Signal_Method,Signal_Phase,Signal_XMA,xmacd,bar,false);

      //---- loading the obtained values in the indicator buffers      
      MACDBuffer[bar] = xmacd;
      SignBuffer[bar] = sign_xma;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+